-93.2%
FRMI vs CVE
+73.4%
-166.5%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -7.6% | -2.9% | -8.8% |
| 7D | -39.7% | -12.1% | -27.7% | -37.9% |
| 30D | -55.2% | -9.8% | -45.4% | -53.9% |
| 3M | -71.2% | -0.7% | -70.4% | -71.0% |
| 6M | -64.1% | -4.3% | -59.8% | -63.6% |
| YTD | -77.2% | +70.6% | -147.8% | -83.5% |
| 1Y | -93.2% | +73.2% | -166.3% | -95.4% |
| All | -93.2% | +73.4% | -166.5% | -95.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CVE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling